126 resultados para Sequential Quadratic Programming
Resumo:
We consider nonparametric or universal sequential hypothesis testing when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are primarily motivated from spectrum sensing in Cognitive Radios and intruder detection in wireless sensor networks. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. The algorithms are first proposed for discrete alphabet. Their performance and asymptotic properties are studied theoretically. Later these are extended to continuous alphabets. Their performance with two well known universal source codes, Lempel-Ziv code and KT-estimator with Arithmetic Encoder are compared. These algorithms are also compared with the tests using various other nonparametric estimators. Finally a decentralized version utilizing spatial diversity is also proposed and analysed.
Resumo:
Formation of a 2,3-dihydro-4H-pyran containing 14-membered macrocycle by sequential olefin cross metathesis and a highly regiospecific hetero Diels-Alder reaction was observed in the reaction of a hydroxydienone derived from tartaric acid with Grubbs' second generation catalyst. It was found that the free alcohol in the hydroxyenone led to the macrocycle formation, while protection of the hydroxy group formed the ring closing metathesis product. (C) 2013 Elsevier Ltd. All rights reserved.
Resumo:
Using the recently developed model predictive static programming (MPSP), a suboptimal guidance logic is presented in this paper for formation flying of small satellites. Due to the inherent nature of the problem formulation, MPSP does not require the system dynamics to be linearized. The proposed guidance scheme is valid both for high eccentricity chief satellite orbits as well as large separation distance between chief and deputy satellites. Moreover, since MPSP poses the desired conditions as a set of `hard constraints', the final accuracy level achieved is very high. The proposed guidance scheme has been tested successfully for a variety of initial conditions and for a variety of formation commands as well. Comparison with standard Linear Quadratic Regulator (LQR) solution (which serves as a guess solution for MPSP) and another nonlinear controller, State Dependent Riccati Equation (SDRE) reveals that MPSP guidance achieves the objective with higher accuracy and with lesser amount of control usage as well.
Resumo:
A new `generalized model predictive static programming (G-MPSP)' technique is presented in this paper in the continuous time framework for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. A key feature of the technique is backward propagation of a small-dimensional weight matrix dynamics, using which the control history gets updated. This feature, as well as the fact that it leads to a static optimization problem, are the reasons for its high computational efficiency. It has been shown that under Euler integration, it is equivalent to the existing model predictive static programming technique, which operates on a discrete-time approximation of the problem. Performance of the proposed technique is demonstrated by solving a challenging three-dimensional impact angle constrained missile guidance problem. The problem demands that the missile must meet constraints on both azimuth and elevation angles in addition to achieving near zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Both stationary and maneuvering ground targets are considered in the simulation studies. Effectiveness of the proposed guidance has been verified by considering first order autopilot lag as well as various target maneuvers.
Resumo:
A robust suboptimal reentry guidance scheme is presented for a reusable launch vehicle using the recently developed, computationally efficient model predictive static programming. The formulation uses the nonlinear vehicle dynamics with a spherical and rotating Earth, hard constraints for desired terminal conditions, and an innovative cost function having several components with associated weighting factors that can account for path and control constraints in a soft constraint manner, thereby leading to smooth solutions of the guidance parameters. The proposed guidance essentially shapes the trajectory of the vehicle by computing the necessary angle of attack and bank angle that the vehicle should execute. The path constraints are the structural load constraint, thermal load constraint, bounds on the angle of attack, and bounds on the bank angle. In addition, the terminal constraints include the three-dimensional position and velocity vector components at the end of the reentry. Whereas the angle-of-attack command is generated directly, the bank angle command is generated by first generating the required heading angle history and then using it in a dynamic inversion loop considering the heading angle dynamics. Such a two-loop synthesis of bank angle leads to better management of the vehicle trajectory and avoids mathematical complexity as well. Moreover, all bank angle maneuvers have been confined to the middle of the trajectory and the vehicle ends the reentry segment with near-zero bank angle, which is quite desirable. It has also been demonstrated that the proposed guidance has sufficient robustness for state perturbations as well as parametric uncertainties in the model.
Resumo:
This paper discusses an approach for river mapping and flood evaluation to aid multi-temporal time series analysis of satellite images utilizing pixel spectral information for image classification and region-based segmentation to extract water covered region. Analysis of Moderate Resolution Imaging Spectroradiometer (MODIS) satellite images is applied in two stages: before flood and during flood. For these images the extraction of water region utilizes spectral information for image classification and spatial information for image segmentation. Multi-temporal MODIS images from ``normal'' (non-flood) and flood time-periods are processed in two steps. In the first step, image classifiers such as artificial neural networks and gene expression programming to separate the image pixels into water and non-water groups based on their spectral features. The classified image is then segmented using spatial features of the water pixels to remove the misclassified water region. From the results obtained, we evaluate the performance of the method and conclude that the use of image classification and region-based segmentation is an accurate and reliable for the extraction of water-covered region.
Resumo:
Our work is motivated by impromptu (or ``as-you-go'') deployment of wireless relay nodes along a path, a need that arises in many situations. In this paper, the path is modeled as starting at the origin (where there is the data sink, e.g., the control center), and evolving randomly over a lattice in the positive quadrant. A person walks along the path deploying relay nodes as he goes. At each step, the path can, randomly, either continue in the same direction or take a turn, or come to an end, at which point a data source (e.g., a sensor) has to be placed, that will send packets to the data sink. A decision has to be made at each step whether or not to place a wireless relay node. Assuming that the packet generation rate by the source is very low, and simple link-by-link scheduling, we consider the problem of sequential relay placement so as to minimize the expectation of an end-to-end cost metric (a linear combination of the sum of convex hop costs and the number of relays placed). This impromptu relay placement problem is formulated as a total cost Markov decision process. First, we derive the optimal policy in terms of an optimal placement set and show that this set is characterized by a boundary (with respect to the position of the last placed relay) beyond which it is optimal to place the next relay. Next, based on a simpler one-step-look-ahead characterization of the optimal policy, we propose an algorithm which is proved to converge to the optimal placement set in a finite number of steps and which is faster than value iteration. We show by simulations that the distance threshold based heuristic, usually assumed in the literature, is close to the optimal, provided that the threshold distance is carefully chosen. (C) 2014 Elsevier B.V. All rights reserved.
Resumo:
This paper considers cooperative spectrum sensing algorithms for Cognitive Radios which focus on reducing the number of samples to make a reliable detection. We propose algorithms based on decentralized sequential hypothesis testing in which the Cognitive Radios sequentially collect the observations, make local decisions and send them to the fusion center for further processing to make a final decision on spectrum usage. The reporting channel between the Cognitive Radios and the fusion center is assumed more realistically as a Multiple Access Channel (MAC) with receiver noise. Furthermore the communication for reporting is limited, thereby reducing the communication cost. We start with an algorithm where the fusion center uses an SPRT-like (Sequential Probability Ratio Test) procedure and theoretically analyze its performance. Asymptotically, its performance is close to the optimal centralized test without fusion center noise. We further modify this algorithm to improve its performance at practical operating points. Later we generalize these algorithms to handle uncertainties in SNR and fading. (C) 2014 Elsevier B.V. All rights reserved.
Resumo:
A new generalized model predictive static programming technique is presented for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. Two key features for its high computational efficiency include one-time backward integration of a small-dimensional weighting matrix dynamics, followed bya static optimization formulation that requires only a static Lagrange multiplier to update the control history. It turns out that under Euler integration and rectangular approximation of finite integrals it is equivalent to the existing model predictive static programming technique. In addition to the benchmark double integrator problem, usefulness of the proposed technique is demonstrated by solving a three-dimensional angle-constrained guidance problem for an air-to-ground missile, which demands that the missile must meet constraints on both azimuth and elevation angles at the impact point in addition to achieving near-zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Simulation studies include maneuvering ground targets along with a first-order autopilot lag. Comparison studies with classical augmented proportional navigation guidance and modern general explicit guidance lead to the conclusion that the proposed guidance is superior to both and has a larger capture region as well.
Resumo:
Today's programming languages are supported by powerful third-party APIs. For a given application domain, it is common to have many competing APIs that provide similar functionality. Programmer productivity therefore depends heavily on the programmer's ability to discover suitable APIs both during an initial coding phase, as well as during software maintenance. The aim of this work is to support the discovery and migration of math APIs. Math APIs are at the heart of many application domains ranging from machine learning to scientific computations. Our approach, called MATHFINDER, combines executable specifications of mathematical computations with unit tests (operational specifications) of API methods. Given a math expression, MATHFINDER synthesizes pseudo-code comprised of API methods to compute the expression by mining unit tests of the API methods. We present a sequential version of our unit test mining algorithm and also design a more scalable data-parallel version. We perform extensive evaluation of MATHFINDER (1) for API discovery, where math algorithms are to be implemented from scratch and (2) for API migration, where client programs utilizing a math API are to be migrated to another API. We evaluated the precision and recall of MATHFINDER on a diverse collection of math expressions, culled from algorithms used in a wide range of application areas such as control systems and structural dynamics. In a user study to evaluate the productivity gains obtained by using MATHFINDER for API discovery, the programmers who used MATHFINDER finished their programming tasks twice as fast as their counterparts who used the usual techniques like web and code search, IDE code completion, and manual inspection of library documentation. For the problem of API migration, as a case study, we used MATHFINDER to migrate Weka, a popular machine learning library. Overall, our evaluation shows that MATHFINDER is easy to use, provides highly precise results across several math APIs and application domains even with a small number of unit tests per method, and scales to large collections of unit tests.
Resumo:
The concurrent planning of sequential saccades offers a simple model to study the nature of visuomotor transformations since the second saccade vector needs to be remapped to foveate the second target following the first saccade. Remapping is thought to occur through egocentric mechanisms involving an efference copy of the first saccade that is available around the time of its onset. In contrast, an exocentric representation of the second target relative to the first target, if available, can be used to directly code the second saccade vector. While human volunteers performed a modified double-step task, we examined the role of exocentric encoding in concurrent saccade planning by shifting the first target location well before the efference copy could be used by the oculomotor system. The impact of the first target shift on concurrent processing was tested by examining the end-points of second saccades following a shift of the second target during the first saccade. The frequency of second saccades to the old versus new location of the second target, as well as the propagation of first saccade localization errors, both indices of concurrent processing, were found to be significantly reduced in trials with the first target shift compared to those without it. A similar decrease in concurrent processing was obtained when we shifted the first target but kept constant the second saccade vector. Overall, these results suggest that the brain can use relatively stable visual landmarks, independent of efference copy-based egocentric mechanisms, for concurrent planning of sequential saccades.
Resumo:
The recently developed reference-command tracking version of model predictive static programming (MPSP) is successfully applied to a single-stage closed grinding mill circuit. MPSP is an innovative optimal control technique that combines the philosophies of model predictive control (MPC) and approximate dynamic programming. The performance of the proposed MPSP control technique, which can be viewed as a `new paradigm' under the nonlinear MPC philosophy, is compared to the performance of a standard nonlinear MPC technique applied to the same plant for the same conditions. Results show that the MPSP control technique is more than capable of tracking the desired set-point in the presence of model-plant mismatch, disturbances and measurement noise. The performance of MPSP and nonlinear MPC compare very well, with definite advantages offered by MPSP. The computational speed of MPSP is increased through a sequence of innovations such as the conversion of the dynamic optimization problem to a low-dimensional static optimization problem, the recursive computation of sensitivity matrices and using a closed form expression to update the control. To alleviate the burden on the optimization procedure in standard MPC, the control horizon is normally restricted. However, in the MPSP technique the control horizon is extended to the prediction horizon with a minor increase in the computational time. Furthermore, the MPSP technique generally takes only a couple of iterations to converge, even when input constraints are applied. Therefore, MPSP can be regarded as a potential candidate for online applications of the nonlinear MPC philosophy to real-world industrial process plants. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
This article considers a semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC) defined as a semi-infinite mathematical programming problem with complementarity constraints. We establish necessary and sufficient optimality conditions for the (SIMPEC). We also formulate Wolfe- and Mond-Weir-type dual models for (SIMPEC) and establish weak, strong and strict converse duality theorems for (SIMPEC) and the corresponding dual problems under invexity assumptions.
Resumo:
Consider N points in R-d and M local coordinate systems that are related through unknown rigid transforms. For each point, we are given (possibly noisy) measurements of its local coordinates in some of the coordinate systems. Alternatively, for each coordinate system, we observe the coordinates of a subset of the points. The problem of estimating the global coordinates of the N points (up to a rigid transform) from such measurements comes up in distributed approaches to molecular conformation and sensor network localization, and also in computer vision and graphics. The least-squares formulation of this problem, although nonconvex, has a well-known closed-form solution when M = 2 (based on the singular value decomposition (SVD)). However, no closed-form solution is known for M >= 3. In this paper, we demonstrate how the least-squares formulation can be relaxed into a convex program, namely, a semidefinite program (SDP). By setting up connections between the uniqueness of this SDP and results from rigidity theory, we prove conditions for exact and stable recovery for the SDP relaxation. In particular, we prove that the SDP relaxation can guarantee recovery under more adversarial conditions compared to earlier proposed spectral relaxations, and we derive error bounds for the registration error incurred by the SDP relaxation. We also present results of numerical experiments on simulated data to confirm the theoretical findings. We empirically demonstrate that (a) unlike the spectral relaxation, the relaxation gap is mostly zero for the SDP (i.e., we are able to solve the original nonconvex least-squares problem) up to a certain noise threshold, and (b) the SDP performs significantly better than spectral and manifold-optimization methods, particularly at large noise levels.